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Credit reversals

Vázquez, Francisco - 2021

This paper studies episodes in which aggregate bank credit contracts alongside expanding economic activity …

Persistent link: https://www.econbiz.de/10012604801

The dynamics of non-performing loans during banking crises : a new database with post-COVID-19 implications

Ari, Anil; Chen, Sophia; Ratnovski, Lev - In: Journal of banking & finance 133 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10013257410

Model risk on credit risk

Molins, J.; Vives, E. - In: Risk and decision analysis 6 (2015/2016) 1, pp. 65-78

Persistent link: https://www.econbiz.de/10011573721

Why is credit-to-GDP a good measure for setting countercyclical capital buffers?

Jokivuolle, Esa; Pesola, Jarmo; Virén, Matti E. E. - In: Journal of financial stability 18 (2015), pp. 117-126

Persistent link: https://www.econbiz.de/10011574133

What is the systemic risk exposure of financial institutions?

Sedunov, John - In: Journal of financial stability 24 (2016), pp. 71-87

Persistent link: https://www.econbiz.de/10011704105

The dynamics of non-performing loans during banking crises : a new database

Ari, Anil; Chen, Sophia; Ratnovski, Lev - 2020

This paper presents a new dataset on the dynamics of non-performing loans (NPLs) during 88 banking crises since 1990. The data show similarities across crises during NPL build-ups but less so during NPL resolutions. We find a close relationship between NPL problems-elevated and unresolved...